-21.0%
MDLN vs UDR
+1.9%
-22.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.6% |
| 7D | -11.5% | -3.4% | -8.1% | -10.2% |
| 30D | -7.6% | -5.4% | -2.1% | -5.4% |
| 3M | -11.4% | -10.0% | -1.4% | -7.0% |
| 6M | -24.5% | -2.5% | -21.9% | -21.6% |
| YTD | -22.9% | -1.1% | -21.8% | -20.9% |
| All | -21.0% | +1.9% | -22.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling